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Trading Gap Fills in 2022 - 12 Year Out of Sample and Volatility Adjustments

We go over our 2010 Gap Fill I strategy from "Seven Trading Systems for the S&P Futures" to see how it has performed over the last 12 years. The out of sample results are impressive.

The 2019 update improves the average trade profit.

With higher index levels, a profit target of $400 instead of $200 more than doubles our average trade profit. The volatility adjustment makes sense as the index level of the S&P is much higher in 2022 than in 2010.

For All Strategy Access Subscribers, this is the Gap Fill Master strategy in the 1. ASA - ES workspace.

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